A setting consisting entirely of Unsolved Mysteries, Riddles for the Ages, The Walrus Was Paul, and stuff like that. Here every random bystander has their own skeletons in the closet you'll probably never learn about, every random symbol or number, be it a fast food logo or a car plate, is an Arc Symbol or an Arc Number, and every random item you notice lying around in the street has its own convoluted history. Every now and then, it will be lampshaded that what you're seeing is just the tip of the iceberg, a small part of a giant picture, and you'll be very lucky if you get answers to even a small part of your questions.
These kinds of settings usually balance on the thin line between ordinary mystery/thriller genre and Mind Screw: too much of the former, and you get the answers, too much of the latter, and you cannot even formulate the questions. A common setting for Magic Realism and Mockstery Tale; may also overlap with World of Weirdness, World Gone Mad, Jigsaw Puzzle Plot, Conspiracy Kitchen Sink, and Fantasy Kitchen Sink. Also a common feature of Academy of Adventure, Bazaar of the Bizarre, Museum of the Strange and Unusual, and Island of Mystery.
- Mulholland Dr.: Hollywood is presented in this fashion: it has mafia, mysterious Men In Black on limos, an enigmatic phone call chain involving unspecified people from different parts of LA, weird McGuffins like a strangely shaped blue key and a black book with phone numbers, supernatural entities like the Ambiguously Human Cowboy and a creepy bum living in the backyard of a diner, and much more... probably subverted, since the ending implies that it was All Just a Dream of a failed actress who ordered a hit on her successful friend and lover out of envy and jealousy, and the overall feel of mystery and paranoia is due to her subconscious feel of guilt and fear of being caught. Or Was It a Dream?
- The Strange Colour Of Your Bodys Tears, a neo-Giallo thriller, has an Apartment Building of Mysteries. The protagonist, a businessman living in a swanky Art Nouveau style apartment complex, investigates the disappearance of his wife, and learns a number of mysterious stories from his neighbors that may or may not be related; the story has a very dreamlike quality, and these side plotlines are never resolved.
- Under the Silver Lake: Parodied and deconstructed — the protagonist Sam sees Hollywood and Los Angeles as this, especially after he reads a zine about urban legends called "Under the Silver Lake" and meets its Conspiracy Theorist author. Sam encounters a number of weird characters, including a King of the Homeless and a succubus-like creature in an owl mask who kills men in their sleep, and finds hidden messages in pop songs, video game magazines, and cereal box images. However, there are some implications that he may be going off his rails, and at least some of this stuff is happening only in his head.
- Foucault's Pendulum parodies and savagely deconstructs both this trope and Conspiracy Kitchen Sink. The protagonists make up their own parody conspiracy theory to make fun of the actual ones; they end up believing in it themselves, and seeing the real world as this trope. Lampshaded in the museum scene, when Causabon sees hidden mystical meaning in nearly every exhibit. Even worse, they apparently draw the attention of an actual conspiracy.
- The Gray House: A number of students of the titular Gray House (a boarding school) are able to visit the Underside of the House, a parallel world which is literally the World of Mysteries: a surreal, Kafkaesque realm host to all sorts of fairytale/Magical Realist and detective/thriller plots, with multiple references to the pop culture of the 1990s. Because of their superstitions students usually do not discuss in detail what happened to them in the Underside, only giving some subtle hints, which makes it even more mysterious.
- Illuminatus! seasons this with Conspiracy Kitchen Sink. In fact, the main storyline does get resolved, but there are lots of secondary storylines involving various conspiracies and supernatural stuff, which are basically left hanging.
- A Series of Unfortunate Events is all about this. The author's whole point is that "everyone has their own stories, and you cannot know everything". Lampshaded in the seventh chapter of Penultimate Peril, when the author mentions a number of random people involved in random shady goings-on, and in the ninth chapter of The End, when the protagonists find a lot of different objects brought to the sea shore, each of which has its own story, and is mysterious in its own way.
- Twin Peaks: The third season has pretty strong vibes of this. The first two are weird but more-or-less comprehensible Paranormal Investigation series, but the third one takes the weirdness up a notch. Let's see: we have obscure mafia plots involving Cooper's evil doppelganger, a sinister Eldritch Abomination called Judy represented by a black symbol of a circle with two "horns", a number of otherworldly locations and characters including the Convenience Store, The Dutchman's, and an alternate world where Laura Palmer is still alive and works as a waitress in a cafe called "Judy's"... there is a possibility of a fourth season, so some of that may be resolved, but knowing Lynch, it is more likely to get even worse.
- ALTER EGO (2018): While the game's setting looks like a library, the exact nature of the place has never been disclosed, and questions about why Es is able to destroy it or what kind of being is Ego Rex (a talking door?) are left unanswered. The shelved books exist in Real Life and are all about self-discovery in some way or another, which is the game's Central Theme, but we never get to know who hand-picked them and put them there. The butterflies, which represent people's wandering souls, are another mystery.
- Assassin's Creed: Most of the events of the series can best be summed up thusly: the Assassins and Templars constantly trying one-up each other discovering Precursor technology, causing many, many world-altering historical events in the process, while their modern-day iterations use modern technology (which they had invented or reverse engineered from previously mentioned Precursor tech) to rediscover those same discoveries, all accumulating into one big Conspiracy Kitchen Sink.
- In Blue Chairs, the main character goes on a surreal journey through the night city in search of his lost love. He finds multiple cryptic hints and clues that are never fully explained. One particularly notable part is when he discovers a network of tunnels in the back of a supermarket freezer and encounters numerous motionless people there, each of which has their own mysterious backstory:
Jeff is twenty-six now; married for four years now. It was so sudden, the way it happened, but it also felt inescapably right. He is in love, maybe always will be. He has a graveyard shift job, but it's not important. It's enough right now to be able to come home to a home whose every corner he knows, and Amanda asleep for so long already.
His father leaves messages for him at work — somehow he found him. Jeff deletes them all without listening to them. Some things can't be forgiven.
One night after work, he notices a light on in his house. He doesn't know what to think — the front door is still locked. The stairs in his house creak so loudly. He doesn't hear anything happening. He opens the bedroom door.
This is how it happens. This is how his life changes.
- Fallen London: All three games in the setting (which include Sunless Sea and Sunless Skies) take place in vast, dark worlds filled with hidden conspiracies, ancient plots, strange natural phenomena, and eons-spanning shadow conflicts between inhuman intelligences, with their main appeal being letting the players dig out the secrets one by one by their own selves.
- On a surface level, Sburb shapes its game worlds to be this. Player Lands are filled with ancient ruins, complex sidequests, and hidden secrets for players to tease out over long journeys of self-discovery.
- Beyond that, the cosmos is filled with ancient mysteries, forgotten worlds, lost artifacts, and shadowy lore created by the interaction of ages of universes and game sessions coming and going, further tangled by the fact that the cosmos functions atemporally and that it's fairly common to stumble across strange things whose origins lie far into the perceived future.
- SCP Foundation: The entire universe, and even multiverse, of the setting is one of these, each mysterious entity/object/creature/setting/phenomenon being classified as an SCP. The titular organization in question is dedicated to studying, containing, and controlling the SCPs, as well as keeping them and the public safe from each other. The setting even has several Worlds of Mystery within itself, as specific SCPs.
- Welcome to Night Vale: The titular town is a Fantasy Kitchen Sink crammed into a little desert town. For most of the residents, however, the mysteries and odd phenomena are just a part of life. The people Night Vale IS a World of Mystery for are outsiders, such as the listeners, and in-universe, new-in-town Carlos.
- Gravity Falls: The titular town and environs are teeming with bizarre monstrosities, ancient ruins, secret plots and tangled personal histories lurking just beneath the surface. It's enforced by the Society of the Blind Eye keeping things secret from the townsfolk, and caused by the town having a "Weirdness Magnetism" that literally attracts bizarre events, people, creatures and phenomena to the area.
- Hey Arnold!: The city of Hillwood is a treasure trove of urban legends (like the Haunted Train and the Headless Cabbie) and just plain weirdness (like Arnold's neighbor Mr. Smith who is implied to be a spy). Though some of the legends, like the Monkeyman, are given non-mystical explanations, most of them remain unresolved.
- Scooby-Doo! Mystery Incorporated: The town of Crystal Cove was built above a buried crystal sarcophagus containing an otherworldy Evil Entity, whose influence made people commit crimes and dress up as ghosts and monsters using increasingly outlandish means and technologies. After Mystery Inc. defeated the Entity, the town was brought to normal.